bayesvalidrox.surrogate_modelsΒΆ

Note classes that should be visible from the outside.

Modules

apoly_construction

Construction of polynomials for aPCE

bayes_linear

Classes for Bayesian Regression

engine

Engine to train the surrogate

eval_rec_rule

Based on the implementation in UQLab [1].

exp_designs

Experimental design with associated sampling methods

exploration

Exploration for sequential training of metamodels

gaussian_process_sklearn

Implementation of metamodel as GPE, using the Scikit-Learn library

glexindex

Multi indices for monomial exponents.

input_space

Input space built from set prior distributions

inputs

Inputs and related marginal distributions

meta_model

Implementation of metamodel as either PC, aPC or GPE

orthogonal_matching_pursuit

Class OrthogonalMatchingPursuit, inherits from scikit

pce_gpr

Implementation of metamodel as combination of PC + GPE.

polynomial_chaos

Implementation of metamodel as PC or aPC

reg_fast_ard

Class RegressionFastARD, inherits from scikit

reg_fast_laplace

Implementation of FastLaplace in scikit style.

sequential_design

Engine to train the surrogate

supplementary

Supplementary functions that are used in multiple classes